Option Chain (Equity Derivatives)

Underlying Index: NIFTY 14644.70   As on Jan 20, 2021 15:29:59 IST
View Options Contracts for: OR
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Futures contracts
CALLS   PUTS
Chart OI Chng in OI Volume IV LTP Net Chng Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Expiry Date Bid
Qty
Bid
Price
Ask
Price
Ask
Qty
Net Chng LTP IV Volume Chng in OI OI Chart
1,229,925 -1,286,175 457,712 19.47 139.00 28.90 75 138.60 139.00 6,600 21JAN2021 2,925 13.85 13.90 1,500 -41.60 13.95 24.70 947,937 1,010,700 3,236,550
1,311,375 -385,500 55,566 - 217.90 10.85 150 237.65 238.00 225 28JAN2021 75 79.55 79.60 75 -51.15 84.00 - 104,822 385,350 1,640,775
76,800 8,025 1,317 - 333.10 9.50 75 336.20 336.55 75 4FEB2021 150 182.15 183.40 300 -45.70 188.55 - 4,654 -14,325 113,325
900 150 14 - 404.65 24.65 75 388.05 395.90 75 11FEB2021 75 228.45 238.80 150 -150.00 247.00 - 37 1,725 1,800
- - - - - - 75 45.00 476.75 600 18FEB2021 600 1.05 486.65 600 - - - - - -
482,175 -18,975 4,434 - 486.00 11.45 75 483.85 486.15 75 25FEB2021 75 306.05 306.90 75 -56.15 313.95 - 5,997 82,050 401,475
75 - - - 529.00 - 225 370.00 620.00 75 4MAR2021 - - 459.70 4,875 - - - - - -
150 75 1 - 570.10 120.10 75 500.00 629.25 75 10MAR2021 - - 468.65 4,875 - 600.00 - - - 75
- - - - - - - - 702.20 4,875 18MAR2021 - - - - - - - - - -
321,375 -9,750 1,283 - 594.95 16.50 75 591.60 595.00 75 25MAR2021 150 407.00 407.65 75 -49.85 406.70 - 1,390 35,325 267,825
- - - - - - 150 741.70 - - 24JUN2021 150 376.45 - - - - - - - -
75 - - - 500.00 - - - - - 30SEP2021 - - - - - - - - - -
5,550 - - - 1,269.80 - 150 1,337.00 1,399.25 150 30DEC2021 75 987.65 1,002.40 225 -15.25 990.00 - 52 2,175 7,200
Total 3,428,400 520,327 1,064,889 5,669,025 Total

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10% interest rate is applied while computing implied volatility.


  •  Highlighted options are in-the-money.